-40.4%
BABA vs CHWY
-31.4%
-9.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -13.8% | -0.2% | -13.6% | -13.7% |
| 30D | -15.1% | +8.1% | -23.2% | -16.2% |
| 3M | -22.7% | +0.3% | -23.0% | -23.1% |
| 6M | -34.7% | +4.0% | -38.7% | -35.7% |
| YTD | -35.0% | -31.9% | -3.2% | -30.1% |
| 1Y | -40.4% | -32.8% | -7.7% | -35.8% |
| All | -40.4% | -31.4% | -9.0% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CHWY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling